+124.4%
AMDL vs TXT
+4.2%
+120.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +2.2% | +24.5% | +25.1% |
| 7D | +10.3% | -3.5% | +13.8% | +13.5% |
| 30D | -38.3% | +15.2% | -53.4% | -45.3% |
| 3M | -8.7% | -4.5% | -4.2% | -2.0% |
| 6M | -14.4% | -6.1% | -8.3% | -4.5% |
| YTD | +206.9% | -2.0% | +208.9% | +244.3% |
| All | +124.4% | +4.2% | +120.2% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling